Dashlane now supports this, however, their annual pricing is a bit more expensive at $60/year, and they seem more predatory with their requirement to have a paid account to store more than 50 passwords. Tradeoffs I suppose, it depends on what's most important to you. Others support as well (1Password, Keeper, BitWarden) and Yubico has a list of others on their website.
125 posts later and LastPass still has no official stance on this that I can find. Neat.
I'm seeing more sites start to adopt U2F, especially high-security sites and services. It's time to step up LastPass. A password manager should definitely be high security.